Search Equity Valuation Data

Russell 2000 P/E, Yield & CAPE Ratio 2008 – 2017

The table below lists the current & historical P/E (TTM), dividend yield & CAPE ratio of Russell 2000 index. When the price-earnings ratio is calculated, also negative earnings have been taken account. This makes the ratio much higher than the trailing P/E reported by e.g. FTSE Russell which excludes companies reporting negative net income. The combined earnings of Russell 2000 companies were negative between 3/31/2016 and 2/28/2017. The current dividend yield of the index is 1.33% (12/31/2017).

Russell 2000 - P/E, Yield & CAPE Ratio

Date

Russell 2000 Index Value

Dividend Yield (TTM)

P/E (TTM)

CAPE Ratio

12/31/2017

1,535.51

1.33%

131.96

120.24

11/30/2017

1,544.14

1.33%

112.77

119.89

10/31/2017

1,502.53

1.34%

109.20

115.8

9/30/2017

1,490.86

1.35%

94.73

114.03

8/31/2017

1,405.28

1.43%

89.59

107.24

7/31/2017

1,425.14

1.42%

91.45

108.24

6/30/2017

1,425.14

1.46%

82.78

107.19

5/31/2017

1,415.36

1.49%

80.75

103.4

4/30/2017

1,370.21

1.44%

109.50

105.39

3/31/2017

1,400.43

1.41%

239.50

103.85

2/28/2017

1,385.92

1.41%

0.00

103.29

1/31/2017

1,386.68

1.54%

0.00

100.32

12/31/2016

1,361.82

1.46%

0.00

99.15

11/30/2016

1,357.13

1.53%

0.00

96.15

10/31/2016

1,322.34

1.62%

0.00

85.74

9/30/2016

1,191.39

1.53%

0.00

89.05

8/31/2016

1,251.65

1.53%

0.00

87.43

7/31/2016

1,239.91

1.56%

0.00

85.37

6/30/2016

1,219.94

1.57%

0.00

79.87

5/31/2016

1,151.92

1.59%

0.00

79.17

4/30/2016

1,154.79

1.60%

0.00

77.08

3/31/2016

1,130.85

1.62%

0.00

75.59

2/29/2016

1,114.03

1.77%

299.23

69.85

1/31/2016

1,033.90

1.50%

110.86

69.73

12/31/2015

1,035.38

1.63%

150.26

76.22

11/30/2015

1,135.89

1.55%

188.20

80.07

10/31/2015

1,198.11

1.57%

83.03

76.92

9/30/2015

1,161.86

1.60%

81.66

72.61

8/31/2015

1,100.69

1.48%

89.43

76.34

7/31/2015

1,159.45

1.40%

75.96

81.3

6/30/2015

1,238.68

1.38%

78.72

82.2

5/31/2015

1,253.95

1.39%

78.85

81.66

4/30/2015

1,246.53

1.39%

67.90

80.18

3/31/2015

1,220.13

1.35%

90.16

82.81

2/28/2015

1,252.77

1.34%

59.37

81.55

1/31/2015

1,233.37

1.38%

57.42

77.66

12/31/2014

1,165.39

1.35%

60.55

80.76

11/30/2014

1,204.70

1.32%

65.95

78.49

10/31/2014

1,173.23

1.33%

75.36

78.19

9/30/2014

1,173.51

1.39%

72.81

73.06

8/31/2014

1,101.68

1.27%

79.94

77.77

7/31/2014

1,174.35

1.33%

71.53

74.28

6/30/2014

1,120.07

1.38%

85.29

79.1

5/31/2014

1,192.96

1.43%

81.68

75.26

4/30/2014

1,134.50

1.36%

100.10

74.97

3/31/2014

1,126.86

1.32%

76.20

78.33

2/28/2014

1,173.04

1.29%

86.20

79.49

1/31/2014

1,183.03

1.35%

82.04

76.63

12/31/2013

1,130.88

1.39%

87.42

79.3

11/30/2013

1,163.64

1.56%

76.76

78.3

10/31/2013

1,142.89

1.61%

83.14

75.52

9/30/2013

1,100.15

1.65%

83.77

73.68

8/31/2013

1,073.79

1.70%

45.87

69.3

7/31/2013

1,010.90

1.65%

47.13

72.17

6/30/2013

1,045.26

1.75%

58.89

67.98

5/31/2013

977.48

1.77%

34.47

68.62

4/30/2013

984.15

1.78%

34.36

66.77

3/31/2013

947.46

1.85%

34.51

67.67

2/28/2013

951.54

1.93%

32.38

65.22

1/31/2013

911.11

2.00%

31.54

65.29

12/31/2012

902.09

1.94%

30.22

62.5

11/30/2012

849.35

1.75%

29.22

61.23

10/31/2012

821.92

1.65%

31.38

61.42

9/30/2012

818.73

1.58%

32.42

63.1

8/31/2012

837.45

1.58%

31.85

61.74

7/31/2012

812.09

1.58%

32.87

60.6

6/30/2012

786.94

1.62%

34.87

62.29

5/31/2012

798.49

1.68%

32.78

59.71

4/30/2012

761.82

1.56%

41.89

64.38

3/31/2012

816.88

1.44%

42.12

65.68

2/29/2012

830.3

1.43%

40.99

64.69

1/31/2012

810.94

1.48%

44.25

64.06

12/31/2011

792.82

1.56%

37.55

60.35

11/30/2011

740.92

1.65%

47.27

60.48

10/31/2011

737.42

1.58%

47.37

60.67

9/30/2011

741.06

1.86%

38.89

52.67

8/31/2011

644.16

1.68%

34.20

59.3

7/31/2011

726.81

1.42%

40.81

65.27

6/30/2011

797.03

1.33%

45.53

68.08

5/31/2011

827.43

1.27%

50.44

69.92

4/30/2011

848.3

1.26%

72.82

71.29

3/31/2011

865.29

1.24%

0.00

69.62

2/28/2011

843.55

1.28%

0.00

67.65

1/31/2011

823.45

1.28%

0.00

64.06

12/31/2010

781.25

1.27%

78.33

63.93

11/30/2010

783.65

1.31%

85.67

59.51

10/31/2010

727.01

1.30%

68.04

57.54

9/30/2010

703.35

1.33%

0.00

55.27

8/31/2010

676.14

1.45%

0.00

48.89

7/31/2010

602.06

1.36%

0.00

52.47

6/30/2010

650.89

1.43%

0.00

48.82

5/31/2010

609.49

1.29%

0.00

52.58

4/30/2010

661.61

1.18%

0.00

56.44

3/31/2010

716.6

1.24%

0.00

53.06

2/28/2010

678.64

1.32%

0.00

48.83

1/31/2010

628.56

1.39%

0.00

46.58

12/31/2009

602.04

1.35%

0.00

48

11/30/2009

625.39

1.50%

0.00

44.27

10/31/2009

579.73

1.59%

0.00

42.54

9/30/2009

562.77

1.52%

0.00

45.32

8/31/2009

604.28

1.67%

0.00

42.58

7/31/2009

572.07

1.70%

0.00

41.11

6/30/2009

556.71

1.99%

0.00

37.29

5/31/2009

508.28

2.10%

0.00

36.42

4/30/2009

501.58

2.25%

0.00

35.39

3/31/2009

487.56

3.03%

0.00

30.5

2/28/2009

422.75

2.83%

0.00

27.88

1/31/2009

389.02

2.48%

0.00

31.57

12/31/2008

443.53

2.30%

0.00

35.4

Purchase a dataset that lists all changes to the Russell 2000 index composition on a monthly level since 12/31/1995, including a summary sheet that allows you to quickly check the historical components for any month. The dataset includes GICS Sector classifications of the companies. Full refund guaranteed if you are not completely satisfied with the data for any reason. Examine what the dataset looks like.

For key historical data of Russell 2000 companies, purchase the Russell 2000 Researcher Dataset by Siblis Research which includes quarterly earnings, revenues, outstanding shares, share prices, market caps & monthly total returns of all current and past Russell 2000 companies since 12/31/1995, including the component change history.Examine what the dataset looks like.